Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49346.58 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45285.04 Kr¶

PnL: ---------------------------------------> 229.04 Kr¶

DD now: ---------------------------------> -7.104 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 10:58:49.914397'

Anic Portfolio¶

This Week¶

Return: 0.103 %¶

Total portfolio value¶

Return including deposits: 61.572 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.190000 1664.460000 195.460000 13.310000 1468.999998
Orrön Energy 180 0.410000 2211.300000 168.300000 8.240000 2043.000000
Atrium Ljungberg B 5 -0.600000 989.000000 54.000000 5.780000 935.000000
Platzer Fastigheter Holding B 12 -1.180000 1008.000000 47.000000 4.890000 960.999996
Sedana Medical 93 -3.700000 2563.080000 42.080000 1.670000 2521.000011
Sagax B 4 -0.710000 890.800000 36.800000 4.310000 854.000000
Hexatronic Group 12 0.120000 1002.960000 35.960000 3.720000 966.999996
Catena 2 -1.380000 827.200000 35.200000 4.440000 792.000000
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
JM 6 -0.530000 897.600000 33.600000 3.890000 864.000000
Hoist Finance 35 -0.340000 1013.250000 33.250000 3.390000 980.000000
OX2 13 2.720000 980.850000 30.850000 3.250000 949.999999
Bilia A 8 0.440000 920.000000 20.000000 2.220000 900.000000
HEXPOL B 9 1.140000 1039.500000 18.500000 1.810000 1020.999996
Biotage 7 -0.150000 956.200000 15.200000 1.620000 940.999997
BioGaia B 8 -1.010000 940.800000 10.800000 1.160000 930.000000
Gränges 9 -0.380000 938.700000 10.700000 1.150000 927.999999
Byggmax Group 33 -1.220000 961.620000 5.620000 0.590000 956.000001
AcadeMedia 8 -0.980000 402.400000 0.400000 0.100000 402.000000
Clas Ohlson B 12 -1.160000 972.600000 -0.400000 -0.040000 972.999996
ASSA ABLOY B 3 -0.620000 774.900000 -4.100000 -0.530000 779.000001
EQT 4 -1.430000 824.400000 -7.600000 -0.910000 832.000000
VEF 909 -4.000000 1832.540000 -17.460000 -0.940000 1850.000436
Nordic Waterproofing Holding 7 -0.440000 949.200000 -17.800000 -1.840000 966.999999
Alimak Group 11 -1.200000 907.500000 -20.500000 -2.210000 927.999996
SKF B 5 0.080000 919.000000 -21.000000 -2.230000 940.000000
Addnode Group B 11 -0.610000 896.500000 -24.500000 -2.660000 921.000003
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Indutrade 5 -0.250000 1187.000000 -31.000000 -2.550000 1218.000000
Latour B 4 -0.690000 810.400000 -46.600000 -5.440000 857.000000
Vitec Software Group B 2 -1.790000 1040.000000 -47.000000 -4.320000 1087.000000
Bufab 3 -0.970000 1040.400000 -68.600000 -6.190000 1109.000001
INVISIO 16 -0.220000 3608.000000 -81.000000 -2.200000 3689.000000
BHG Group 97 -0.630000 1372.550000 -86.450000 -5.930000 1458.999989
Hexagon B 26 -1.890000 3368.300000 -92.700000 -2.680000 3461.000010
TOTAL 45292.310000 236.310000 -7.0905% 45056.000411

Updated:¶

'2023-07-05 10:57:08.355220'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶